+283.6%
TJX vs EQNR
+416.8%
-133.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.6% | +6.4% | -11.0% | -5.9% |
| 30D | -17.2% | +10.4% | -27.5% | -19.0% |
| 3M | -24.9% | +23.1% | -48.0% | -28.6% |
| 6M | -19.7% | +36.3% | -56.0% | -26.3% |
| YTD | -17.2% | +96.0% | -113.2% | -30.9% |
| 1Y | -9.4% | +94.2% | -103.6% | -24.5% |
| 3Y | +43.1% | +75.3% | -32.2% | +19.6% |
| 5Y | +96.7% | +187.2% | -90.5% | +29.5% |
| All | +283.6% | +416.8% | -133.2% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling